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quantskills/skill-overseas-equity-factor-miner

Discover and validate cross-sectional alpha factors for HK/US equities by IC, decay, and turnover.

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overseas-equity-factor-miner

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quantskills/skill-overseas-equity-factor-miner

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Discover and validate cross-sectional alpha factors for Hong Kong and US equities - generate candidate factors, compute them, and screen by IC, decay, and turnover. Use when a user wants to mine, test, or rank overseas equity factors from Pandadata HK/US price and fundamental data rather than apply a fixed factor set.

not rated 2 1mo ago A 73 tokens GPL-3.0